CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 23-Apr-2020

Day Change Summary
	Previous	Current
	22-Apr-2020	23-Apr-2020	Change	Change %	Previous Week
Open	1.2314	1.2339	0.0025	0.2%	1.2500
High	1.2394	1.2414	0.0020	0.2%	1.2656
Low	1.2286	1.2318	0.0032	0.3%	1.2419
Close	1.2327	1.2363	0.0036	0.3%	1.2499
Range	0.0108	0.0096	-0.0012	-11.1%	0.0237
ATR	0.0169	0.0164	-0.0005	-3.1%	0.0000
Volume	19	26	7	36.8%	148

Daily Pivots for day following 23-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2653	1.2604	1.2416
R3	1.2557	1.2508	1.2389
R2	1.2461	1.2461	1.2381
R1	1.2412	1.2412	1.2372	1.2437
PP	1.2365	1.2365	1.2365	1.2377
S1	1.2316	1.2316	1.2354	1.2341
S2	1.2269	1.2269	1.2345
S3	1.2173	1.2220	1.2337
S4	1.2077	1.2124	1.2310

Weekly Pivots for week ending 17-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3236	1.3104	1.2629
R3	1.2999	1.2867	1.2564
R2	1.2762	1.2762	1.2542
R1	1.2630	1.2630	1.2521	1.2578
PP	1.2525	1.2525	1.2525	1.2498
S1	1.2393	1.2393	1.2477	1.2341
S2	1.2288	1.2288	1.2456
S3	1.2051	1.2156	1.2434
S4	1.1814	1.1919	1.2369

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2534	1.2260	0.0274	2.2%	0.0118	1.0%	38%	False	False	27
10	1.2656	1.2260	0.0396	3.2%	0.0118	1.0%	26%	False	False	25
20	1.2656	1.1813	0.0843	6.8%	0.0147	1.2%	65%	False	False	31
40	1.3211	1.1450	0.1761	14.2%	0.0186	1.5%	52%	False	False	112

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2822
2.618	1.2665
1.618	1.2569
1.000	1.2510
0.618	1.2473
HIGH	1.2414
0.618	1.2377
0.500	1.2366
0.382	1.2355
LOW	1.2318
0.618	1.2259
1.000	1.2222
1.618	1.2163
2.618	1.2067
4.250	1.1910

Fisher Pivots for day following 23-Apr-2020
Pivot	1 day	3 day
R1	1.2366	1.2361
PP	1.2365	1.2358
S1	1.2364	1.2356

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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